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1, Some mathematical preliminaries. 2, Itô integrals. 3, The Itô formula and the martingale representation theorem. 4, Stochastic differential equations. 5, The filtering problem. 6, Diffusions : ...
2500 solved problems in differential equations by Bronson, Richard. Publication date 1989 Topics Differential equations Publisher New York : McGraw-Hill Collection internetarchivebooks; printdisabled; ...
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